+1,842.6%
UMC vs MTZ
+773.6%
+1,069.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +1.4% |
| 7D | +9.0% | +1.4% | +7.6% | +8.6% |
| 30D | +17.2% | -14.5% | +31.7% | +21.8% |
| 3M | +11.4% | -32.9% | +44.3% | +23.2% |
| 6M | +137.5% | -20.8% | +158.4% | +152.1% |
| YTD | +193.1% | +10.6% | +182.5% | +188.0% |
| 1Y | +240.3% | +27.1% | +213.2% | +222.9% |
| 3Y | +262.2% | +166.1% | +96.0% | +180.8% |
| 5Y | +143.1% | +170.7% | -27.5% | +83.3% |
| All | +1,842.6% | +773.6% | +1,069.0% | +1,157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling